Portfolio optimization of electricity markets participation using forecasting error in risk formulation
Recent changes in the energy sector are increasing the importance of portfolio optimization for market participation. Although the portfolio optimization problem is most popular in finance and economics, it is only recently being subject of study and application in electricity markets. Risk modeling...
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| Outros Autores: | , , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2021
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.22/18059 |
| País: | Portugal |
| Oai: | oai:recipp.ipp.pt:10400.22/18059 |